+91.2%
EWZ vs MTUM
+352.0%
-260.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.1% |
| 30D | +13.5% | -1.7% | +15.2% | +14.6% |
| 3M | +15.2% | -0.5% | +15.7% | +13.4% |
| 6M | +3.7% | +22.3% | -18.6% | -14.3% |
| YTD | +22.5% | +21.4% | +1.2% | +1.8% |
| 1Y | +35.3% | +20.0% | +15.2% | +13.2% |
| 3Y | +50.2% | +113.0% | -62.8% | -26.6% |
| 5Y | +64.6% | +77.3% | -12.7% | -6.3% |
| All | +91.2% | +352.0% | -260.8% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling